Jim Gatheral

47 papers and 1.9k indexed citations i.

About

Jim Gatheral is a scholar working on Finance, Economics and Econometrics and Computational Mechanics. According to data from OpenAlex, Jim Gatheral has authored 47 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 22 papers in Economics and Econometrics and 6 papers in Computational Mechanics. Recurrent topics in Jim Gatheral’s work include Stochastic processes and financial applications (39 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (19 papers). Jim Gatheral is often cited by papers focused on Stochastic processes and financial applications (39 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (19 papers). Jim Gatheral collaborates with scholars based in United States, Germany and France. Jim Gatheral's co-authors include Mathieu Rosenbaum, Thibault Jaisson, Peter K. Friz, Antoine Jacquier, Alexander Schied, Christian Bayer, Roel C. A. Oomen, Alla Slynko, Tai‐Ho Wang and Radoš Radoičić and has published in prestigious journals such as The Annals of Probability, Communications in Nonlinear Science and Numerical Simulation and Mathematical Finance.

In The Last Decade

Co-authorship network of co-authors of Jim Gatheral i

Fields of papers citing papers by Jim Gatheral

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jim Gatheral. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jim Gatheral. The network helps show where Jim Gatheral may publish in the future.

Countries citing papers authored by Jim Gatheral

Since Specialization
Citations

This map shows the geographic impact of Jim Gatheral's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jim Gatheral with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jim Gatheral more than expected).

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar’s output or impact.

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